I find IPE to be a life-savior when it comes to generating physics illustrations which come with their share of math toppings. The editor has nice utilities for latching on to the boundaries, intersection, center etc of geometric figures. The spline tool is the best I have seen anywhere. Layers are handled with grace. LaTeX is rendered instantly. It is very easy to produce a multipage document. What more can one possibly want?
Inkscape - Inkscape is a free, open source professional vector graphics editor for Windows, Mac OS X and Linux.
Diagrammix - Tool for efficiently building attractive diagrams.
LaTeXDraw - LaTeXDraw is a graphical drawing editor for LaTeX.
yEd - yEd is a free desktop application to quickly create, import, edit, and automatically arrange diagrams. It runs on Windows, Mac OS X, and Unix/Linux.
draw.io - Online diagramming application
ProcessMaker - ProcessMaker is an easy to use BPM and workflow software solution. It is used to design, automate, and deploy business processes of any kind.